Working with backup sets : Microsoft SQL Server database backup sets (Windows) : Creating a Microsoft SQL Server database backup set : Specifying the backup items
 
Specifying the backup items
1. In the The Choose the database(s) to backup screen, add the items you want to back up:
To add a database to the backup set, browse the Database List and select the database you want to include, and click Add.
To add all databases, select the entire instance, and click Add.
You can also exclude individual databases after you have added an entire (parent) instance.
The database is added to the Selected Items for Backup list.
NOTE:  Multiple instances on the same server are displayed; however, you can only add from one instance per backup set.
2. Repeat step 1 to add as many items as required.
3. Click Next.